Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility
Arya Kumar
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia
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, Jyotirmayee Sahoo
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia
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, , and Devi Debyani
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia
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May 31, 2024
About this article
Published Online: May 31, 2024
Page range: 105 - 123
Received: Aug 19, 2023
Accepted: Feb 25, 2024
DOI: https://doi.org/10.2478/foli-2024-0007
Keywords
© 2024 Arya Kumar et al., published by Sciendo
This work is licensed under the Creative Commons Attribution-ShareAlike 4.0 International License.
Kumar, Arya
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia
Sahoo, Jyotirmayee
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia
Sahoo, Jyotsnarani
IGNOUNew Delhi, India
Nanda, Subhashree
Independent Researcher
Debyani, Devi
Kalinga Institute of Industrial Technology, Deemed to be UniversityIndia